+219.8%
ARM vs PH
+154.3%
+65.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.8% | +11.2% | +11.3% |
| 7D | +6.0% | +6.9% | -0.9% | +0.1% |
| 30D | -20.3% | +1.7% | -22.0% | -21.2% |
| 3M | -24.4% | -8.1% | -16.2% | -17.8% |
| 6M | -4.4% | +11.5% | -15.9% | -12.7% |
| YTD | +86.0% | +11.4% | +74.7% | +69.1% |
| 1Y | +35.8% | +14.1% | +21.7% | +20.6% |
| 3Y | +289.1% | +138.2% | +150.8% | +83.7% |
| All | +219.8% | +154.3% | +65.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling